Symmetric part preconditioning for the conjugate gradient method in Hilbert space

O. Axelsson, J. Karátson

Research output: Contribution to journalArticle

13 Citations (Scopus)

Abstract

The conjugate gradient method for nonsymmetric linear operators in Hilbert space is investigated. Conditions on the coincidence of the full and truncated versions, known from the finite-dimensional case, are extended to the Hilbert space setting. The focus is on preconditioning by the symmetric part of the operator, in which case estimates are given for the resulting condition number. An important motivation for this study is given by differential operators, for which the obtained estimates yield mesh independent conditioning properties of the full CG method, and are in fact achieved by the simpler truncated version.

Original languageEnglish
Pages (from-to)455-474
Number of pages20
JournalNumerical Functional Analysis and Optimization
Volume24
Issue number5-6
DOIs
Publication statusPublished - Jan 1 2003

Keywords

  • Conjugate gradient method in Hilbert space
  • Mesh independent
  • Nonsymmetric linear operators
  • Preconditioning

ASJC Scopus subject areas

  • Analysis
  • Signal Processing
  • Computer Science Applications
  • Control and Optimization

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